1 Set the screwcuting to the pitch of the spring
2 guide the wire through a tube in the tool holder
3 put wire drum on a horizontal spindle to your rear
4 tension the wire using thick leather gloves
5 anchor the first end by drilling a cross hole through the winding spindle.
I have done this lots of times, by having the wire drum a long way away, you can stop the lathe when tings go wrong, use a low speed.
Drawfiler